Výsledky vyhledávání - "Kalev Pärna"

On the quality of k-means clustering based on grouped data

Publikováno v: Journal of Statistical Planning and Inference. 139:3836-3841

Let us have a probability distribution P (possibly empirical) on the real line R . Consider the problem of finding the k-mean of P, i.e. a set A of at most k points that minimizes given loss-function. It is known that the k-mean can be found using an

Externí odkaz: https://explore.openaire.eu/search/publication?articleId=doi_________::f4c7fde188a9c880b33ad65ca3b4e1fc
https://doi.org/10.1016/j.jspi.2009.05.021

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Approximating the integrated tail distribution

Autor: Ants Kaasik, Kalev Pärna

Publikováno v: Acta et Commentationes Universitatis Tartuensis de Mathematica. 12:79-87

We propose a natural approximation for the estimation of the distribution function of an integrated tail distribution of a subexponential distribution and prove that the approximation is almost surely uniformly convergent. The behaviour of the approx

Externí odkaz: https://explore.openaire.eu/search/publication?articleId=doi_________::6efa7c0dbc7d5c8bd056a28fbf91bf62
https://doi.org/10.12697/acutm.2008.12.07

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Estimation of the sample size required for obtaining given sample coverage

Autor: Mihhail Juhkam, Kalev Pärna

Publikováno v: Acta et Commentationes Universitatis Tartuensis de Mathematica. 12:89-99

We consider sampling from populations with large number of classes. The problem is to disclose a sufficiently big number of classes,which represent a dominating part of population (e.g. 99%). In many applications, e.g. in genetics, disclosure of all

Externí odkaz: https://explore.openaire.eu/search/publication?articleId=doi_________::874cdca5529188b393ce88887047533f
https://doi.org/10.12697/acutm.2008.12.08

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Approximation of Distributions by Bounded Sets

Autor: Kalev Pärna, Meelis Käärik

Publikováno v: Acta Applicandae Mathematicae. 97:15-23

Let P be a probability distribution on a locally compact separable metric space (S,d). We study the following problem of approximation of a distribution P by a set A from a given class $\mathcal{A}\subset2^{S}$ : $$W(A,P)\equiv\int_{S}\varphi(d(x,A))

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https://doi.org/10.1007/s10440-007-9140-z

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Pricing European-style options under jump diffusion processes with stochastic volatility: applications of Fourier transform

Autor: Raul Kangro, Kalev Pärna, Artur Sepp

Publikováno v: Acta et Commentationes Universitatis Tartuensis de Mathematica. 8:123-133

We develop a general methodology for pricing European-style options under various stochastic processes via the Fourier transform. We generalize previous work in this field and present two approaches for solving the pricing problem: the characteristic

Externí odkaz: https://explore.openaire.eu/search/publication?articleId=doi_________::dcff29dcf29a2d2d27f2a64f5555cd52
https://doi.org/10.12697/acutm.2004.08.08

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On risk processes with double barriers

Autor: Katrin Lokk, Kalev Pärna

Publikováno v: Acta et Commentationes Universitatis Tartuensis de Mathematica. 8:187-194

We consider risk processes with two barriers. The risk process starts with an initial capital u>0 and the two barriers are set at 0 and v(>u). We are interested in finding the probability φ(u,v) that the risk process hits the upper barrier v before

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https://doi.org/10.12697/acutm.2004.08.14

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[Untitled]

Autor: Meelis Käärik, Kalev Pärna

Publikováno v: Acta Applicandae Mathematicae. 78:175-183

Let P be a probability distribution on a separable metric space (S,d). We study the following problem of approximation of a distribution P by a set from a given class A⊂2S: W(A,P)≡∫Sϕ(d(x,A))P(dx)→min A∈A, where ϕ is a nondecreasing funct

Externí odkaz: https://explore.openaire.eu/search/publication?articleId=doi_________::99d38dd9e944797e6110c119f497450d
https://doi.org/10.1023/a:1025773130947

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